VIF and multicollinearity diagnostics

By Thom

(This article was first published on R code – Serious Stats, and kindly contributed to R-bloggers)

In the book I use the car package to get VIF and other multicollinearity diagnostics. I’ve occasionally found this breaks down (usually through mixing different versions of R on different machines at work home or on the move). I recently saw the mctest package and thought it would be useful to use that as a backup – and also because it offers a slightly different set of diagnostics.

If you’d like to try it out I’ve written a helper function that makes it easier apply directly to a linear model. You can find the function and a simple example here.

Filed under: R code, serious stats Tagged: multicollinearity, R, statistics, vif

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